That’s not what the history of human beings on earth says. Anthropology and archeology prove without any doubt at all, that human beings on Earth all had religion as early as all of the earliest known recording of their own history. Every civilization includes religion in its earliest stone carvings. There are no known atheist ancient peoples on the planet earth.

Mankind didn't start out with religion though. It didn't develop until sometime after mankind discovered the secrets of survival. Humanity started out worshiping fire after fire was discovered, then it created deities sometime after cavemen died out. So really, religion started after the Stone Age ended.